The persistence of horizontal sex segregation in higher education continues to puzzle social scientists. To help resolve this puzzle, we analyze a sample of college entrants in Germany with a discrete choice design that allows for social learning from the experiences of others. We make at least two contributions to the state of research. First, we test whether essentialist gender stereotypes affect major selection mostly through internalization or rather as external constraints that high school graduates adapt their behavior to. Empirically, we find that internalized vocational interests better explain gendered major choices than conformance with friends' and parents' expectations does. Second, we scrutinize whether segregation results from women's anticipation of gendered family roles or from their anticipation of sex-based discrimination, but we find no evidence for either of these hypotheses. As in most previous studies, differences in mathematics achievement fail to explain gendered patterns of selection into college majors.